+84.6%
TGT vs AJG
+16.3%
+68.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.5% | +0.2% | +4.4% |
| 7D | +9.5% | +10.7% | -1.2% | +7.2% |
| 30D | +6.6% | +26.9% | -20.3% | +2.0% |
| 3M | +11.0% | +16.6% | -5.6% | +7.8% |
| 6M | +29.9% | +40.1% | -10.3% | +24.6% |
| YTD | +71.4% | +12.4% | +59.0% | +72.2% |
| All | +84.6% | +16.3% | +68.3% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling